Like this:
List<string> dataList = new List<string>();
using(StreamReader sr = new StreamReader("data.txt"))
{
while(sr.Peek() > 0)
{
dataList.Add(sr.ReadLine());
}
while(sr.Peek() > 0)
{
string temp = sr.ReadLine();
if(temp.StartsWith("Problem Step"))
{
dataList.Add(temp);
}
}
}